| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.23425 |
1.24430 |
0.01005 |
0.8% |
1.22850 |
| High |
1.24611 |
1.24762 |
0.00151 |
0.1% |
1.23878 |
| Low |
1.23425 |
1.23722 |
0.00297 |
0.2% |
1.22396 |
| Close |
1.24470 |
1.24023 |
-0.00447 |
-0.4% |
1.23506 |
| Range |
0.01186 |
0.01040 |
-0.00146 |
-12.3% |
0.01482 |
| ATR |
0.00931 |
0.00939 |
0.00008 |
0.8% |
0.00000 |
| Volume |
158,242 |
180,892 |
22,650 |
14.3% |
988,051 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.27289 |
1.26696 |
1.24595 |
|
| R3 |
1.26249 |
1.25656 |
1.24309 |
|
| R2 |
1.25209 |
1.25209 |
1.24214 |
|
| R1 |
1.24616 |
1.24616 |
1.24118 |
1.24393 |
| PP |
1.24169 |
1.24169 |
1.24169 |
1.24057 |
| S1 |
1.23576 |
1.23576 |
1.23928 |
1.23353 |
| S2 |
1.23129 |
1.23129 |
1.23832 |
|
| S3 |
1.22089 |
1.22536 |
1.23737 |
|
| S4 |
1.21049 |
1.21496 |
1.23451 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.27706 |
1.27088 |
1.24321 |
|
| R3 |
1.26224 |
1.25606 |
1.23914 |
|
| R2 |
1.24742 |
1.24742 |
1.23778 |
|
| R1 |
1.24124 |
1.24124 |
1.23642 |
1.24433 |
| PP |
1.23260 |
1.23260 |
1.23260 |
1.23415 |
| S1 |
1.22642 |
1.22642 |
1.23370 |
1.22951 |
| S2 |
1.21778 |
1.21778 |
1.23234 |
|
| S3 |
1.20296 |
1.21160 |
1.23098 |
|
| S4 |
1.18814 |
1.19678 |
1.22691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.24762 |
1.22399 |
0.02363 |
1.9% |
0.01012 |
0.8% |
69% |
True |
False |
192,485 |
| 10 |
1.24762 |
1.22396 |
0.02366 |
1.9% |
0.00945 |
0.8% |
69% |
True |
False |
183,428 |
| 20 |
1.24762 |
1.21557 |
0.03205 |
2.6% |
0.00899 |
0.7% |
77% |
True |
False |
199,508 |
| 40 |
1.25549 |
1.21557 |
0.03992 |
3.2% |
0.00956 |
0.8% |
62% |
False |
False |
221,718 |
| 60 |
1.25549 |
1.19160 |
0.06389 |
5.2% |
0.00981 |
0.8% |
76% |
False |
False |
217,963 |
| 80 |
1.25549 |
1.17174 |
0.08375 |
6.8% |
0.00898 |
0.7% |
82% |
False |
False |
192,994 |
| 100 |
1.25549 |
1.15799 |
0.09750 |
7.9% |
0.00863 |
0.7% |
84% |
False |
False |
200,578 |
| 120 |
1.25549 |
1.15545 |
0.10004 |
8.1% |
0.00837 |
0.7% |
85% |
False |
False |
211,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.29182 |
|
2.618 |
1.27485 |
|
1.618 |
1.26445 |
|
1.000 |
1.25802 |
|
0.618 |
1.25405 |
|
HIGH |
1.24762 |
|
0.618 |
1.24365 |
|
0.500 |
1.24242 |
|
0.382 |
1.24119 |
|
LOW |
1.23722 |
|
0.618 |
1.23079 |
|
1.000 |
1.22682 |
|
1.618 |
1.22039 |
|
2.618 |
1.20999 |
|
4.250 |
1.19302 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.24242 |
1.23975 |
| PP |
1.24169 |
1.23928 |
| S1 |
1.24096 |
1.23880 |
|